I couldn't find a list of places that sell it in the United States - but only a handful of chefs/restaurants in the U.S. have been licensed to sell it - like less than 15 places in the entire country. I doubt that any are near Alabama.
I am willing to bet somewhere in New York, you can find it
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Edited to add:
Oh sure - soon as I click "submit" I find that list of restaurants in the U.S. that serve Fugu. it is at: http://www.npr.org/programs/talkingplants/features/2003/fugu/list.html
Of the 17 restaurants listed, 12 are in New York.
Looking over that list, I think the closest to Alabama is Kaz Sushi Bistro in Washington, DC.
Get packing - it is a 13 hour drive from Birmingham.